Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.582682 | 4.8751 | 3e-06 |
2 | 0.412995 | 3.4554 | 0.000469 |
3 | 0.496759 | 4.1562 | 4.5e-05 |
4 | 0.442935 | 3.7059 | 0.000209 |
5 | 0.364481 | 3.0495 | 0.001618 |
6 | 0.385075 | 3.2218 | 0.000967 |
7 | 0.215965 | 1.8069 | 0.037538 |
8 | 0.283614 | 2.3729 | 0.0102 |
9 | 0.162816 | 1.3622 | 0.088748 |
10 | -0.000477 | -0.004 | 0.498413 |
11 | 0.136967 | 1.146 | 0.127859 |
12 | 0.340747 | 2.8509 | 0.002862 |
13 | 0.094381 | 0.7896 | 0.216201 |
14 | 0.007214 | 0.0604 | 0.476022 |
15 | 0.058257 | 0.4874 | 0.313743 |
16 | 0.088321 | 0.7389 | 0.231206 |
17 | 0.044044 | 0.3685 | 0.356806 |
18 | 0.069407 | 0.5807 | 0.281653 |
19 | 0.021307 | 0.1783 | 0.429515 |
20 | 0.055909 | 0.4678 | 0.320701 |
21 | -0.055762 | -0.4665 | 0.321141 |
22 | -0.146939 | -1.2294 | 0.111524 |
23 | -0.041818 | -0.3499 | 0.363741 |
24 | 0.067671 | 0.5662 | 0.286542 |
25 | -0.064514 | -0.5398 | 0.295537 |
26 | -0.176651 | -1.478 | 0.071951 |
27 | -0.106618 | -0.892 | 0.187717 |
28 | -0.041976 | -0.3512 | 0.363247 |
29 | -0.110136 | -0.9215 | 0.179987 |
30 | -0.110552 | -0.9249 | 0.179087 |
31 | -0.081405 | -0.6811 | 0.249034 |
32 | -0.138838 | -1.1616 | 0.124671 |
33 | -0.178258 | -1.4914 | 0.070173 |
34 | -0.225487 | -1.8866 | 0.031684 |
35 | -0.213252 | -1.7842 | 0.039363 |
36 | -0.100021 | -0.8368 | 0.202766 |
37 | -0.176526 | -1.4769 | 0.072091 |
38 | -0.299958 | -2.5096 | 0.007201 |
39 | -0.196055 | -1.6403 | 0.052713 |
40 | -0.165978 | -1.3887 | 0.084668 |
41 | -0.21649 | -1.8113 | 0.037193 |
42 | -0.187297 | -1.567 | 0.060807 |
43 | -0.160095 | -1.3395 | 0.092378 |
44 | -0.219902 | -1.8398 | 0.035017 |
45 | -0.21201 | -1.7738 | 0.040222 |
46 | -0.237641 | -1.9883 | 0.025348 |
47 | -0.218489 | -1.828 | 0.035905 |
48 | -0.123066 | -1.0296 | 0.15336 |
49 | -0.189643 | -1.5867 | 0.058548 |
50 | -0.258755 | -2.1649 | 0.016903 |
51 | -0.157255 | -1.3157 | 0.096286 |
52 | -0.145708 | -1.2191 | 0.113453 |
53 | -0.160653 | -1.3441 | 0.091625 |
54 | -0.092936 | -0.7776 | 0.219725 |
55 | -0.084813 | -0.7096 | 0.240155 |
56 | -0.056187 | -0.4701 | 0.319875 |
57 | -0.007737 | -0.0647 | 0.474285 |
58 | -0.025023 | -0.2094 | 0.417387 |
59 | 0.043856 | 0.3669 | 0.35739 |
60 | 0.111511 | 0.933 | 0.177021 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.582682 | 4.8751 | 3e-06 |
2 | 0.111247 | 0.9308 | 0.177588 |
3 | 0.334296 | 2.7969 | 0.003328 |
4 | 0.060272 | 0.5043 | 0.307828 |
5 | 0.048788 | 0.4082 | 0.342191 |
6 | 0.092934 | 0.7775 | 0.21973 |
7 | -0.233449 | -1.9532 | 0.027398 |
8 | 0.213774 | 1.7886 | 0.039007 |
9 | -0.320262 | -2.6795 | 0.004592 |
10 | -0.08935 | -0.7476 | 0.228616 |
11 | 0.205157 | 1.7165 | 0.045249 |
12 | 0.347951 | 2.9112 | 0.002413 |
13 | -0.202539 | -1.6946 | 0.047302 |
14 | -0.171378 | -1.4339 | 0.078034 |
15 | 0.027631 | 0.2312 | 0.408926 |
16 | 0.047833 | 0.4002 | 0.345115 |
17 | -0.088355 | -0.7392 | 0.23112 |
18 | 0.063577 | 0.5319 | 0.298232 |
19 | 0.027068 | 0.2265 | 0.41075 |
20 | -0.115445 | -0.9659 | 0.168713 |
21 | -0.065993 | -0.5521 | 0.291307 |
22 | 0.034789 | 0.2911 | 0.385932 |
23 | 0.03333 | 0.2789 | 0.390586 |
24 | -0.108773 | -0.9101 | 0.182957 |
25 | 0.088754 | 0.7426 | 0.230115 |
26 | -0.15732 | -1.3162 | 0.096194 |
27 | 0.108984 | 0.9118 | 0.182494 |
28 | 0.021499 | 0.1799 | 0.428885 |
29 | -0.031803 | -0.2661 | 0.39548 |
30 | -0.087598 | -0.7329 | 0.233034 |
31 | -0.032743 | -0.2739 | 0.392467 |
32 | -0.132647 | -1.1098 | 0.135441 |
33 | 0.039863 | 0.3335 | 0.369869 |
34 | -0.004979 | -0.0417 | 0.483446 |
35 | -0.117934 | -0.9867 | 0.163592 |
36 | 0.022453 | 0.1879 | 0.425767 |
37 | -0.000157 | -0.0013 | 0.499476 |
38 | 0.062729 | 0.5248 | 0.300681 |
39 | -0.087458 | -0.7317 | 0.233388 |
40 | 0.019388 | 0.1622 | 0.435804 |
41 | -0.027109 | -0.2268 | 0.410616 |
42 | -0.073585 | -0.6157 | 0.270059 |
43 | -0.010461 | -0.0875 | 0.465253 |
44 | -0.050089 | -0.4191 | 0.338223 |
45 | -0.042941 | -0.3593 | 0.360238 |
46 | -0.005464 | -0.0457 | 0.481833 |
47 | -0.017519 | -0.1466 | 0.441945 |
48 | 0.031045 | 0.2597 | 0.397914 |
49 | -0.094328 | -0.7892 | 0.216329 |
50 | 0.100002 | 0.8367 | 0.202811 |
51 | -0.033217 | -0.2779 | 0.390948 |
52 | -0.036188 | -0.3028 | 0.381482 |
53 | 0.055178 | 0.4617 | 0.32288 |
54 | 0.021139 | 0.1769 | 0.430065 |
55 | -0.013422 | -0.1123 | 0.455455 |
56 | 0.090553 | 0.7576 | 0.225611 |
57 | 0.095817 | 0.8017 | 0.21273 |
58 | -0.049772 | -0.4164 | 0.339189 |
59 | 0.035589 | 0.2978 | 0.383384 |
60 | 0.024072 | 0.2014 | 0.420486 |